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词汇 Matrix inversion lemma
分类 英语词汇 英语翻译词典
释义

Matrix inversion lemma

英语百科

Woodbury matrix identity

(重定向自Matrix inversion lemma)

In mathematics (specifically linear algebra), the Woodbury matrix identity, named after Max A. Woodbury says that the inverse of a rank-k correction of some matrix can be computed by doing a rank-k correction to the inverse of the original matrix. Alternative names for this formula are the matrix inversion lemma, Sherman–Morrison–Woodbury formula or just Woodbury formula. However, the identity appeared in several papers before the Woodbury report.

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